Minute Physics explains what the multiverse could be and what are the three main theories regarding them: the Bubble Universes, the Membranes and the Many Worlds. But they all are just theories that we haven’t yet proved and Henry points out that physics is not a part of philosophy and thus needs to remain on the course as science.
When scientist speak of the universe, they always mean the observable universe. So that ewe all know.
So, before we could say for sure that the multiverses actually exist we need to be able to prove their existence. In any case, it seems that there are more than 3 dimensions and most of them can be located an quantum levels, in the fabric of the Universe, the strings (according to the String Theory).